+145.2%
TE vs AON
-16.9%
+162.1%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.3% | -0.3% |
| 7D | +0.2% | -6.3% | +6.5% | -3.3% |
| 30D | -5.9% | -14.1% | +8.2% | -13.4% |
| 3M | -45.6% | -9.5% | -36.1% | -47.7% |
| 6M | -43.4% | -4.0% | -39.4% | -45.0% |
| YTD | -31.0% | -13.8% | -17.2% | -32.1% |
| 1Y | +145.2% | -18.3% | +163.5% | +142.2% |
| All | +145.2% | -16.9% | +162.1% | +142.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded AON wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling